SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium
0 references·16 citing·54 second hopsampled
Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium (2008)Liquidity, Default, and Crashes: Endogeno…Development of Friedrich von Hayekʼs theory of private money and economic implications for digital currencies (2021)Development of Friedrich von …Capital Regulation in a Macroeconomic Model with Three Layers of Default (2015)Capital Regulation in a Macro…A Welfare Criterion For Models With Distorted Beliefs* (2014)A Welfare Criterion For Model…Belief Disagreements and Collateral Constraints (2013)Belief Disagreements and Coll…Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes (2012)Tranching, CDS, and Asset Pri…Leverage causes fat tails and clustered volatility (2012)Leverage causes fat tails and…Intermediary Leverage Cycles and Financial Stability (2012)Intermediary Leverage Cycles …Getting at Systemic Risk via an Agent-Based Model of the Housing Market (2012)Getting at Systemic Risk via …Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Rediscovering the Macroeconom…The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy (2010)The Rise of Risk-Based Pricin…Solving the Present Crisis and Managing the Leverage Cycle (2010)Solving the Present Crisis an…Fire Sales in Finance and Macroeconomics (2010)Fire Sales in Finance and Mac…Financial Intermediation and Macroeconomic Analysis (2010)Financial Intermediation and …The Leverage Cycle (2009)The Leverage CycleCapital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity (2009)Capital Constraints, Counterp…Risk and liquidity in a system context (2008)Risk and liquidity in a syste…Determinants of corporate borrowing (1977)Credit Cycles (1997)Market Liquidity and Funding Liquidity (2008)A complex systems approach to constructing better models for managing financial markets and the economy (2012)Complexity, economics, and public policy (2012)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Financial Intermediation, Loanable Funds, and The Real Sector (1997)What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets (2012)Credit Supply and the Housing Boom (2018)Going Underwater? Flood Risk Belief Heterogeneity and Coastal Home Price Dynamics (2021)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)The Leverage Cycle (2010)Real Estate Investors, the Leverage Cycle, and the Housing Market Crisis (2011)Tipping Points in Macroeconomic Agent-Based Models (2013)What Drives House Price Cycles? International Experience and Policy Issues (2021)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Continuous Auctions and Insider Trading (1985)Thinking, Fast and Slow (2011)Macroeconomics with Financial Frictions: A Survey (2013)Flood Risk Belief Heterogeneity and Coastal Home Price Dynamics: Going Under Water? (2017)A Risk-Centric Model of Demand Recessions and Speculation* (2020)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model (2015)Challenges for Central Banks’ Macro Models (2016)Capital Buffers in a Quantitative Model of Banking Industry Dynamics (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Corporate financing and investment decisions when firms have information that investors do not have (1984)The cost of capital, corporation finance and the theory of investment (2008)Overborrowing, Financial Crises and 'Macro-prudential' Taxes (2010)Do Credit Market Shocks Affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and 'Normal' Economic Times (2012)Corporate bond mutual funds and asset fire sales (2020)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy (2012)Bank Bonds: Size, Systemic Relevance and the Sovereign (2014)Green finance and sustainable development in Europe (2022)Discretion versus policy rules in practice (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Banks, Liquidity Management and Monetary Policy (2014)Do Contractionary Monetary Policy Shocks Expand Shadow Banking? (2015)Shadow Banks and Macroeconomic Instability (2017)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Limits of Arbitrage (1995)Systemic Risk and the Refinancing Ratchet Effect (2009)An ecological perspective on the future of computer trading (2013)Leverage and Default in Binomial Economies: A Complete Characterization (2015)Credit Rationing in Markets with Imperfect Information (1981)Screening vs. Rationing in Credit Markets with Imperfect Information (1985)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)How Sticky are Local Expenditures in Italy? Assessing the Relevance of the 'Flypaper Effect' Through Municipal Data (2012)IMMIGRATION, JOBS, AND EMPLOYMENT PROTECTION: EVIDENCE FROM EUROPE BEFORE AND DURING THE GREAT RECESSION (2014)House price cycles in emerging economies (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2013Belief Disagreements and Collateral Constraints300 cited
  • 2010The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy300 cited
  • 2010Financial Intermediation and Macroeconomic Analysis274 cited
  • 2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market199 cited
  • 2014A Welfare Criterion For Models With Distorted Beliefs*198 cited
  • 2009The Leverage Cycle192 cited
  • 2012Leverage causes fat tails and clustered volatility187 cited
  • 2015Capital Regulation in a Macroeconomic Model with Three Layers of Default185 cited
  • 2011Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward182 cited
  • 2010Fire Sales in Finance and Macroeconomics177 cited
  • 2012Intermediary Leverage Cycles and Financial Stability169 cited
  • 2008Risk and liquidity in a system context167 cited
  • 2009Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity142 cited
  • 2010Solving the Present Crisis and Managing the Leverage Cycle142 cited
  • 2012Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

138 cited
  • 2021Development of Friedrich von Hayekʼs theory of private money and economic implications for digital currencies134 cited